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Constructing forecast confidence bands during the financial crisis

Main Author: Chen, Huigang.
Corporate Author: International Monetary Fund. Research Dept.
Format: Book
Language:English
Published: [Washington, D.C.] : International Monetary Fund, Research Dept., 2009.
Series:IMF working paper ; WP/09/214
Subjects:
Global Financial Crisis, 2008-2009.
Financial crises > Econometric models. > United States
Financial crises > Econometric models. > European Union countries
Financial crises > Econometric models. > Japan
Petroleum products > Prices > United States > Econometric models.
Petroleum products > Prices > European Union countries > Econometric models.
Petroleum products > Prices > Japan > Econometric models.
Interest rates > Econometric models. > United States
Interest rates > Econometric models. > European Union countries
Interest rates > Econometric models. > Japan
Bank loans > Econometric models. > United States
Bank loans > Econometric models. > European Union countries
Bank loans > Econometric models. > Japan
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10368607

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